Module: Indicator::DataMapper

Included in:
Base
Defined in:
lib/indicator/data_mapper.rb

Defined Under Namespace

Classes: InvalidMapping, Map, SourceMustBeEnumerable

Instance Method Summary collapse

Instance Method Details

#default_getter ⇒ Object 



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# File 'lib/indicator/data_mapper.rb', line 12

def default_getter
  @default_getter || :close
end

#default_getter=(v) ⇒ Object 



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# File 'lib/indicator/data_mapper.rb', line 16

def default_getter= v
  @default_getter = v
end

#map(ds, getter = default_getter) ⇒ Object

Raises:



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# File 'lib/indicator/data_mapper.rb', line 20

def map ds, getter=default_getter

  return nil unless ds

  # ds can be supplied as an array of [source, mapping] or simply
  # the source
  if ds.is_a? Map
    source = ds.source
    mapping = ds.getter
  else
    source = ds
  end

  raise SourceMustBeEnumerable unless source.is_a? Enumerable
  raise ArgumentError unless getter

  # Return nil straight away if the data source is empty. The
  # downstream ta-lib functions can handle a nil argument.
  return nil unless source.length > 0

  # No need to go any further if no mapping was specified and
  # the specified data source responds to 'to_f'.
  element = source.first
  return source if element.respond_to?(:to_f) and mapping.nil?

  mapping ||= getter
  mapping_sym = mapping.to_sym rescue nil

  # Figure out how to use the mapping value.
  # It can either be a directly callable mapping, a function name
  # or a hash index.
  map_proc =
    if mapping.respond_to? :call
      mapping
    else
      if not mapping_sym.nil? and element.respond_to?(mapping_sym)
        mapping_sym.to_proc
      elsif element.respond_to?(:[])
        ->(e) { e[mapping] }
      end
    end

  raise InvalidMapping unless map_proc

  # Returned the mapped data
  source.collect { |e| map_proc.call(e) }
end

#map_ohlcv(volume_required, *args) ⇒ Object

Raises:

  • (ArgumentError) 


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# File 'lib/indicator/data_mapper.rb', line 68

def map_ohlcv volume_required, *args

  raise ArgumentError unless args.length > 0
  first = args.first

  types = [:open, :high, :low, :close]
  types << :volume if volume_required

  l = types.inject([]) do |lst, t|
    a = args.shift
    lst << (a ? map(a, t) : map(first, t)) 
  end

  # Push a nil in the place of the volume data series
  # if it hasn't been requested
  l << nil unless volume_required

  # Push the length onto the end of the array
  l << first.length
end